BSY Options History — August 2021

In August 2021, BSY traded between $60.92 and $65.08. ATM implied volatility averaged 43.9%, placing in the 25.2% IV rank vs the trailing year. The 30-day expected move averaged 12.2%. IV traded above realized volatility by 19.1% (HV 20d: 24.8%). Max pain ranged from $55.00 to $65.00. Net GEX was positive for 20 of 22 trading days. Term structure was in contango for 8 of 22 days. Put/call ratio averaged 1.16.

Notable Days

  • 2021-08-26: Highest Volume — 3,813 contracts
  • 2021-08-10: Largest IV drop — 33.5% change
  • 2021-08-09: Highest IV Rank — 65.1%
  • 2021-08-03: Largest Expected Move — 15.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$63.43$60.92$65.08$60.92$64.15
Max Pain$62.27$55.00$65.00$55.00$60.00
ATM IV43.9%35.4%62.5%47.4%36.1%
Expected Move12.2%10.1%15.7%13.6%10.3%
HV 20d24.8%22.0%27.8%27.8%25.2%
HV 60d31.6%29.8%37.1%37.1%29.9%
IV Rank25.2%10.3%65.1%44.8%11.8%
IV Percentile24.8%6.5%78.9%53.2%8.3%
Term Structure-2.0%-19.4%9.5%-7.7%-1.2%
VWIV41.8%33.1%54.2%54.2%36.4%
Skew 25d2.3%-9.1%20.2%8.6%-2.9%
Skew 10d4.0%-11.4%21.4%21.4%-1.1%
Call IV 25d41.8%28.3%54.6%45.9%37.8%
Put IV 25d44.1%34.9%58.0%54.5%34.9%
Bid-Ask Spread %89.2782.2299.8595.8384.19
Gamma HHI0.400.330.500.440.37
Net GEX129.3K-39.7K391.9K129.8K370.9K
Net DEX-6.2M-8.5M-4.8M-4.8M-7.6M
Net VEX-24.8K-39.6K-16.3K-16.4K-38.6K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.160.039.252.760.17
Total Volume355.591163,81364117
Total OI3,203.0912,5624,2312,5624,231

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-08-02$60.92$55.0047.4%13.6%27.8%0.0%54.2%8.6%-7.7%129.8K-4.8M-16.4K2.7695.83N/AN/A17471,641921
2021-08-03$61.15$55.0054.9%15.7%27.0%0.0%42.0%3.4%1.6%131.5K-5.0M-16.4K0.7896.74N/AN/A971,649928
2021-08-04$61.41$55.0052.9%15.2%27.1%0.0%52.0%-9.1%-4.4%131.7K-5.0M-16.4K0.1398.78N/AN/A6381,656935
2021-08-05$62.74$60.0052.4%12.9%25.3%44.8%40.9%-6.7%2.5%139.6K-5.6M-16.3K0.2586.90N/AN/A2871,664942
2021-08-06$62.94$60.0052.2%12.6%24.8%44.4%54.2%16.7%-6.6%137.1K-5.9M-16.9K0.0485.42N/AN/A260111,722949
2021-08-09$64.82$60.0062.5%12.6%27.0%65.1%41.1%3.5%0.5%140.1K-6.7M-16.8K9.2585.95N/AN/A575271,738936
2021-08-10$64.61$60.0041.5%12.8%26.9%22.8%42.1%12.4%-2.8%163.7K-7.4M-19.8K0.8487.02N/AN/A115971,992942
2021-08-11$62.55$65.0040.3%11.6%27.2%20.4%39.3%5.0%-3.2%31.4K-5.7M-21.5K0.2586.63N/AN/A48122,0251,431
2021-08-12$63.48$65.0043.9%12.6%25.1%27.7%0.0%20.2%-9.5%86.1K-6.8M-21.1K0.3899.85N/AN/A2492,0461,612
2021-08-13$64.13$65.0042.6%12.2%24.1%25.1%33.1%6.8%-3.1%28.2K-6.7M-21.9K1.3586.63N/AN/A20272,0541,617
2021-08-16$62.97$65.0040.8%11.7%25.3%21.3%41.6%-2.1%-1.3%-13.6K-5.8M-20.9K0.7586.13N/AN/A1292,0601,622
2021-08-17$62.48$65.0038.8%11.1%23.0%17.2%42.7%8.0%9.5%-39.7K-5.6M-20.4K1.7491.14N/AN/A2724742,0681,616
2021-08-18$63.12$65.0043.5%12.5%23.2%26.8%0.0%-1.1%-3.4%70.4K-6.4M-20.4K0.0397.28N/AN/A31882,0771,623
2021-08-19$63.85$65.0037.3%10.7%23.4%14.2%38.4%-0.6%4.2%130.7K-7.5M-23.5K0.0790.55N/AN/A335222,2551,335
2021-08-20$64.43$65.0036.7%10.5%23.4%13.1%37.1%-2.6%1.0%113.7K-8.5M-28.6K0.1987.14N/AN/A84162,5721,342
2021-08-23$63.81$65.0035.4%10.1%23.8%10.3%36.8%-8.3%9.4%122.9K-5.5M-33.9K4.2691.92N/AN/A271152,090714
2021-08-24$64.10$65.0046.5%13.3%22.0%32.9%46.4%4.0%-19.4%137.1K-5.7M-33.8K0.8689.85N/AN/A28242,109729
2021-08-25$64.69$65.0043.7%12.5%22.1%27.1%0.0%3.6%-10.4%150.4K-5.8M-34.5K0.4486.86N/AN/A32142,122644
2021-08-26$63.37$65.0040.2%11.5%23.1%20.0%40.7%-2.9%4.3%128.8K-5.1M-33.7K0.0883.72N/AN/A3,5152982,145668
2021-08-27$65.08$65.0039.9%11.4%24.6%19.6%37.3%-3.3%-3.4%162.0K-6.1M-34.8K0.5983.10N/AN/A168992,173682
2021-08-30$64.71$60.0036.9%10.6%24.8%13.4%38.2%-2.6%-0.8%391.9K-8.3M-39.6K0.3182.22N/AN/A3381053,441750
2021-08-31$64.15$60.0036.1%10.3%25.2%11.8%36.4%-2.9%-1.2%370.9K-7.6M-38.6K0.1784.19N/AN/A100173,460771